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Emerging Markets Finance and Trade Volume 56, 2020 - Issue 6: Selected Papers from the Third Forum on Risk Management and Financial Statistics. Guest Editor: Zhenghui Li, Guangzhou University
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Selected Papers from the Third Forum on Risk Management and Financial Statistics. Guest Editor: Zhenghui Li, Guangzhou University

Potential Dependence of Financial Cycles between Emerging and Developed Countries: Based on ARIMA-GARCH Copula Model

Tinghui LiSchool of Economics and Statistics, Guangzhou University, Guangzhou, P. R. ChinaView further author information
,
Junhao ZhongSchool of Economics and Statistics, Guangzhou University, Guangzhou, P. R. ChinaCorrespondence[email protected]
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&
Zimei HuangSchool of Economics and Statistics, Guangzhou University, Guangzhou, P. R. ChinaView further author information
Pages 1237-1250 | Published online: 22 May 2019

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Shuanglian Chen, Junhao Zhong & Pierre Failler. (2022) Does China transmit financial cycle spillover effects to the G7 countries?. Economic Research-Ekonomska Istraživanja 35:1, pages 5184-5201.
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Yue Liu, Zhenghui Li & Manrui Xu. (2020) The Influential Factors of Financial Cycle Spillover: Evidence from China. Emerging Markets Finance and Trade 56:6, pages 1336-1350.
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Shihua Luo & Cong Tian. (2020) Financial High-Frequency Time Series Forecasting Based on Sub-Step Grid Search Long Short-Term Memory Network. IEEE Access 8, pages 203183-203189.
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Tinghui Li, Junhao Zhong & Mark Xu. (2019) Does the Credit Cycle Have an Impact on Happiness?. International Journal of Environmental Research and Public Health 17:1, pages 183.
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